The Langevin Equation

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  • The Langevin Equation Book Detail

  • Author : William Coffey
  • Release Date : 1996
  • Publisher : World Scientific
  • Genre : Mathematics
  • Pages : 436
  • ISBN 13 : 9789810216511
  • File Size : 47,47 MB

The Langevin Equation by William Coffey PDF Summary

Book Description: The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation ? Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin theorem ? Brownian motion in a potential application to the Josephson effect, ring laser gyro; Brownian motion in two dimensions; harmonic oscillators; itinerant oscillators; linear response theory; rotational Brownian motion; application to loss processes in dielectric and ferrofluids; superparamagnetism and nonlinear relaxation processes.As the first elementary book on the Langevin equation approach to Brownian motion, this volume attempts to fill in all the missing details which students find particularly hard to comprehend from the fundamental papers contained in the Dover reprint ? Selected Papers on Noise and Stochastic Processes, ed. N Wax (1954) ? together with modern applications particularly to relaxation in ferrofluids and polar dielectrics.

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The Langevin Equation

The Langevin Equation

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The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. T

The Langevin Equation

The Langevin Equation

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This volume is the second edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the Brownian motion i

The Fokker-Planck Equation

The Fokker-Planck Equation

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This is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two va